Hi there,

First, thanks for the Walk Forward addition.  It is much appreciated.
But I am having trouble with it.  

I've added a simple custom metric via the custom backtester interface 
and while the custome metric shows up as a column in the optimization 
report, it does not sort the results and find the best one--even 
though I have TYPED it into the "Optimization Target" field.  

Wondering if I'm missing something from my simple code below.

SetCustomBacktestProc(""); 

if( Status("action") == actionPortfolio ) 
{ 
        bo = GetBacktesterObject(); 

        bo.Backtest();

        st = bo.GetPerformanceStats(0);

        npkr = st.GetValue("NetProfit") * st.GetValue("Kratio"); 

        bo.AddCustomMetric( "NPKR", npkr ); 

}

Reply via email to